scholarly journals Bayesian Nonparametric Density Autoregression with Lag Selection

2022 ◽  
Vol -1 (-1) ◽  
Author(s):  
Matthew Heiner ◽  
Athanasios Kottas
2021 ◽  
Vol 70 (2) ◽  
pp. 459-480
Author(s):  
Xiao Li ◽  
Michele Guindani ◽  
Chaan S. Ng ◽  
Brian P. Hobbs

2020 ◽  
Vol 0 (0) ◽  
Author(s):  
Marco Molinari ◽  
Maria de Iorio ◽  
Nishi Chaturvedi ◽  
Alun Hughes ◽  
Therese Tillin

AbstractWe analyse data from the Southall And Brent REvisited (SABRE) tri-ethnic study, where measurements of metabolic and anthropometric variables have been recorded. In particular, we focus on modelling the distribution of insulin resistance which is strongly associated with the development of type 2 diabetes. We propose the use of a Bayesian nonparametric prior to model the distribution of Homeostasis Model Assessment insulin resistance, as it allows for data-driven clustering of the observations. Anthropometric variables and metabolites concentrations are included as covariates in a regression framework. This strategy highlights the presence of sub-populations in the data, characterised by different levels of risk of developing type 2 diabetes across ethnicities. Posterior inference is performed through Markov Chains Monte Carlo (MCMC) methods.


2021 ◽  
Vol 104 (3) ◽  
pp. 003685042110283
Author(s):  
Meltem Yurtcu ◽  
Hülya Kelecioglu ◽  
Edward L Boone

Bayesian Nonparametric (BNP) modelling can be used to obtain more detailed information in test equating studies and to increase the accuracy of equating by accounting for covariates. In this study, two covariates are included in the equating under the Bayes nonparametric model, one is continuous, and the other is discrete. Scores equated with this model were obtained for a single group design for a small group in the study. The equated scores obtained with the model were compared with the mean and linear equating methods in the Classical Test Theory. Considering the equated scores obtained from three different methods, it was found that the equated scores obtained with the BNP model produced a distribution closer to the target test. Even the classical methods will give a good result with the smallest error when using a small sample, making equating studies valuable. The inclusion of the covariates in the model in the classical test equating process is based on some assumptions and cannot be achieved especially using small groups. The BNP model will be more beneficial than using frequentist methods, regardless of this limitation. Information about booklets and variables can be obtained from the distributors and equated scores that obtained with the BNP model. In this case, it makes it possible to compare sub-categories. This can be expressed as indicating the presence of differential item functioning (DIF). Therefore, the BNP model can be used actively in test equating studies, and it provides an opportunity to examine the characteristics of the individual participants at the same time. Thus, it allows test equating even in a small sample and offers the opportunity to reach a value closer to the scores in the target test.


Author(s):  
Grace Ashley ◽  
Nii Attoh-Okine

Every year, the U.S. government provides several billions of dollars in the form of federal funding for transportation services in the U.S.A. Decision making with regard to the use of these funds largely depends on performance indicators like average annual daily traffic (AADT). In this paper, Bayesian nonparametric models are developed through machine learning for the estimation of AADT on bridges. The effect of hyperparameter choice on the accuracy of estimations produced by Bayesian nonparametric models is also assessed. The predictions produced using the Bayesian nonparametric approach are then compared with predictions from a popular Frequentist approach for the selected bridges. Evaluation metrics like the mean absolute percentage error are subsequently employed in model evaluation. Based on the results, the best methods for AADT forecasting for the selected bridges are recommended.


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